In Zonasa, the ruler appoints the dukes, and the dukes get to appoint all the lords of any regions in their duchy, including margraves. So the positions are separate, but if the duke wants what is probably the best region, they're free to give it to themselves.
Though I've been moving towards combining one region duchies with larger ones, so we (until the stronghold was [strike]taken[/strike] borrowed by Cathay) had a duchy with both a city and a stronghold, and if the duke of either Batesoar or Alanurs gives their position up for some reason, we'll probably have a duchy with two cities. In which case I think we'd have three duchies that each have two margraves in them (due to a townsland margrave) which would probably be a pretty firm case of dukes and margraves being different even if most of the dukes still made themselves margraves.